Search Results - discrete approximation numerical solution algorithm
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Pathwise convergence rates for numerical solutions of Markovian switching stochastic differential equations
ISSN: 1468-1218, 1878-5719Published: Elsevier Ltd 01.06.2012Published in Nonlinear analysis: real world applications (01.06.2012)“…This work develops numerical approximation algorithms for solutions of stochastic differential equations with Markovian switching…”
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Deep Learning Discrete Calculus (DLDC): a family of discrete numerical methods by universal approximation for STEM education to frontier research
ISSN: 0178-7675, 1432-0924Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.08.2023Published in Computational mechanics (01.08.2023)“…), that uses the knowledge from discrete numerical methods to interpret the deep learning algorithms through the lens of applied mathematics…”
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A recurrence method for a special class of continuous time linear programming problems
ISSN: 0925-5001, 1573-2916Published: Boston Springer US 01.05.2010Published in Journal of global optimization (01.05.2010)“… ). We will present an efficient method for finding numerical solutions of ( SP ). The presented method is a discrete approximation algorithm, however, the main work…”
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4
The Art of Temporal Approximation: An Investigation into Numerical Solutions to Discrete- and Continuous-Time Problems in Economics
ISSN: 0927-7099, 1572-9974Published: Dordrecht Springer Nature B.V 01.03.2025Published in Computational economics (01.03.2025)“… In contrast, for concave lifecycle problems (in which age or time enters explicitly), simply iterating backwards from the terminal date in discrete time is superior to any continuous-time algorithm…”
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5
A Multipoint Flux Approximation with a Diamond Stencil and a Non-Linear Defect Correction Strategy for the Numerical Solution of Steady State Diffusion Problems in Heterogeneous and Anisotropic Media Satisfying the Discrete Maximum Principle
ISSN: 0885-7474, 1573-7691Published: New York Springer US 01.11.2022Published in Journal of scientific computing (01.11.2022)“…In the present paper, we solve the steady state diffusion equation in 3D domains by means of a cell-centered finite volume method that uses a Multipoint Flux Approximation with a Diamond Stencil…”
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6
Semi-discrete optimal transport: hardness, regularization and numerical solution
ISSN: 0025-5610, 1436-4646Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.05.2023Published in Mathematical programming (01.05.2023)“… This insight prompts us to seek approximate solutions for semi-discrete optimal transport problems…”
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Existence and discrete approximation for optimization problems governed by fractional differential equations
ISSN: 1007-5704, 1878-7274Published: Amsterdam Elsevier B.V 01.06.2018Published in Communications in nonlinear science & numerical simulation (01.06.2018)“…•The existence of weak Caratheodory solution for DOP is obtained.•A numerical approximation algorithm is introduced and a convergence theorem is established…”
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8
Unconditional Convergence of a Fast Two-Level Linearized Algorithm for Semilinear Subdiffusion Equations
ISSN: 0885-7474, 1573-7691Published: New York Springer US 01.07.2019Published in Journal of scientific computing (01.07.2019)“… The resulting fast algorithm is computationally efficient in long-time simulations or small time-steps because it significantly reduces the computational cost O ( M N 2 ) and storage O ( MN…”
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Convergence of discrete approximation for differential linear stochastic complementarity systems
ISSN: 1017-1398, 1572-9265Published: New York Springer US 01.05.2021Published in Numerical algorithms (01.05.2021)“…: P-matrix and positive semi-definite matrix. As for the first case, the sample average approximate method and time-stepping method are adopted to get the numerical solutions…”
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10
An effective approximation for singularly perturbed problem with multi-point boundary value
ISSN: 2147-5520, 2147-5520Published: Istanbul Yildiz Technical University, Faculty of Chemistry and Metallurgy 18.04.2021Published in New trends in mathematical sciences (18.04.2021)“…]. [...]We formulate the iterative algorithm for solving the discrete problem and a numerical example present to find the solution of approximation in Section 5…”
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11
The Art of Temporal Approximation: An Investigation into Numerical Solutions to Discrete- and Continuous-Time Problems in Economics: The Art of Temporal Approximation: An Investigation
ISSN: 0927-7099, 1572-9974Published: New York Springer US 01.03.2025Published in Computational economics (01.03.2025)“… In contrast, for concave lifecycle problems (in which age or time enters explicitly), simply iterating backwards from the terminal date in discrete time is superior to any continuous-time algorithm…”
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12
Synchronous deautoconvolution algorithm for discrete-time positive signals via I-divergence approximation
ISSN: 0377-0427Published: Elsevier B.V 01.12.2024Published in Journal of computational and applied mathematics (01.12.2024)“…We pose the problem of the optimal approximation of a given nonnegative signal yt with the scalar autoconvolution (x∗x…”
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13
Theoretical analysis and second-order approximation of solution of fractal-fractional differential equations with Mittag-Leffler Kernel
ISSN: 1387-3954, 1744-5051Published: Abingdon Taylor & Francis 31.12.2024Published in Mathematical and computer modelling of dynamical systems (31.12.2024)“…Some new uniqueness theorems are proposed and a flexible, efficient numerical algorithm is formulated and analysed for convergence and numerically verified for nonlinear fractal-fractional…”
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14
Tropical Solution of Discrete Best Approximation Problems
ISSN: 2227-7390, 2227-7390Published: Basel MDPI AG 01.11.2025Published in Mathematics (Basel) (01.11.2025)“…We consider discrete best approximation problems in the setting of tropical algebra, which is concerned with the theory and application of algebraic systems with idempotent operations…”
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A Comparison of Discrete Schemes for Numerical Solution of Parabolic Problems with Fractional Power Elliptic Operators
ISSN: 2227-7390, 2227-7390Published: Basel MDPI AG 01.06.2021Published in Mathematics (Basel) (01.06.2021)“… The stability results are proved for all algorithms and the accuracy of obtained approximations is estimated by solving well-known test problems…”
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Multi-material design optimization of optical properties of particulate products by discrete dipole approximation and sequential global programming
ISSN: 1615-147X, 1615-1488Published: Berlin/Heidelberg Springer Berlin Heidelberg 01.01.2023Published in Structural and multidisciplinary optimization (01.01.2023)“… In this contribution, we suggest a new design optimization method in the framework of which the discrete dipole approximation (DDA…”
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17
Double Precision is not Necessary for LSQR for Solving Discrete Linear Ill-Posed Problems
ISSN: 0885-7474, 1573-7691Published: New York Springer US 01.03.2024Published in Journal of scientific computing (01.03.2024)“…The growing availability and usage of low precision floating point formats attracts many interests of developing lower or mixed precision algorithms for scientific computing problems…”
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18
Approximate Schur-Block ILU Preconditioners for Regularized Solution of Discrete Ill-Posed Problems
ISSN: 1024-123X, 1563-5147Published: Cairo, Egypt Hindawi Publishing Corporation 01.01.2019Published in Mathematical problems in engineering (01.01.2019)“… An algorithm is proposed to obtain regularized solution of ill-posed discrete problems with noisy data by constructing approximate Schur-Block Incomplete LU (Schur-BILU…”
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Semi and Fully Discrete Analysis of Extended Fisher–Kolmogorov Equation with Nonstandard FEMs for Space Discretisation
ISSN: 0885-7474, 1573-7691Published: New York Springer US 01.07.2025Published in Journal of scientific computing (01.07.2025)“… A set of abstract hypotheses establish the approximation properties of the Ritz projection operator…”
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20
Richardson extrapolation for the discrete iterated modified projection solution
ISSN: 1017-1398, 1572-9265Published: New York Springer US 01.09.2020Published in Numerical algorithms (01.09.2020)“…Approximate solutions of Urysohn integral equations using projection methods involve integrals which need to be evaluated using a numerical quadrature formula…”
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